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Spectral analysis for bivariate time series with long memory
Hidalgo, Javier - In: Econometric theory 12 (1996) 5, pp. 773-792
Persistent link: https://www.econbiz.de/10001214301
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A bootstrap causality test for covariance stationary processes
Hidalgo, Javier - In: Journal of econometrics 126 (2005) 1, pp. 115-143
Persistent link: https://www.econbiz.de/10002538643
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Specification testing for regression models with dependent data
Hidalgo, Javier - In: Journal of econometrics 143 (2008) 1, pp. 143-165
Persistent link: https://www.econbiz.de/10003722596
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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001759688
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A bootstrap causality test for covariance stationary processes
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001818352
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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - In: Journal of econometrics 117 (2003) 2, pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
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Spectral analysis for bivariate time series with long memory
Hidalgo, Javier - 1996
Persistent link: https://www.econbiz.de/10000930857
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Nonparametric estimation with strongly dependent multivariate time-series
Hidalgo, Javier - 1996
Persistent link: https://www.econbiz.de/10000930858
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Prediction and signal extraction of strong dependent processes in the frequency domain
Hidalgo, Javier; Yajima, Yasutoshi - 2001
Persistent link: https://www.econbiz.de/10001593434
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Gaussian estimation of parametric spectral density with unknown pole
Giraitis, L.; Hidalgo, Javier; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001605676